CME Canadian Dollar Future December 2018


Trading Metrics calculated at close of trading on 29-Jun-2018
Day Change Summary
Previous Current
28-Jun-2018 29-Jun-2018 Change Change % Previous Week
Open 0.7524 0.7577 0.0053 0.7% 0.7547
High 0.7571 0.7632 0.0061 0.8% 0.7632
Low 0.7520 0.7570 0.0051 0.7% 0.7500
Close 0.7558 0.7628 0.0070 0.9% 0.7628
Range 0.0052 0.0062 0.0010 19.4% 0.0131
ATR 0.0047 0.0049 0.0002 4.2% 0.0000
Volume 52 164 112 215.4% 460
Daily Pivots for day following 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7794 0.7773 0.7662
R3 0.7733 0.7711 0.7645
R2 0.7671 0.7671 0.7639
R1 0.7650 0.7650 0.7634 0.7661
PP 0.7610 0.7610 0.7610 0.7615
S1 0.7588 0.7588 0.7622 0.7599
S2 0.7548 0.7548 0.7617
S3 0.7487 0.7527 0.7611
S4 0.7425 0.7465 0.7594
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 0.7981 0.7936 0.7700
R3 0.7849 0.7804 0.7664
R2 0.7718 0.7718 0.7652
R1 0.7673 0.7673 0.7640 0.7695
PP 0.7587 0.7587 0.7587 0.7598
S1 0.7542 0.7542 0.7616 0.7564
S2 0.7455 0.7455 0.7604
S3 0.7324 0.7410 0.7592
S4 0.7192 0.7279 0.7556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7632 0.7500 0.0131 1.7% 0.0042 0.5% 97% True False 92
10 0.7632 0.7500 0.0132 1.7% 0.0040 0.5% 97% True False 167
20 0.7805 0.7500 0.0306 4.0% 0.0045 0.6% 42% False False 197
40 0.7880 0.7500 0.0380 5.0% 0.0047 0.6% 34% False False 189
60 0.8014 0.7500 0.0514 6.7% 0.0044 0.6% 25% False False 161
80 0.8014 0.7500 0.0514 6.7% 0.0042 0.5% 25% False False 148
100 0.8051 0.7500 0.0551 7.2% 0.0041 0.5% 23% False False 134
120 0.8177 0.7500 0.0677 8.9% 0.0040 0.5% 19% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7893
2.618 0.7793
1.618 0.7731
1.000 0.7693
0.618 0.7670
HIGH 0.7632
0.618 0.7608
0.500 0.7601
0.382 0.7593
LOW 0.7570
0.618 0.7532
1.000 0.7509
1.618 0.7470
2.618 0.7409
4.250 0.7309
Fisher Pivots for day following 29-Jun-2018
Pivot 1 day 3 day
R1 0.7619 0.7607
PP 0.7610 0.7587
S1 0.7601 0.7566

These figures are updated between 7pm and 10pm EST after a trading day.

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